Add bar and tick strategy lifecycle

crates/fidc-core/src/broker.rs

@@ -111,6 +111,8 @@ pub struct BrokerSimulator<C, R> {
     inactive_limit: bool,
     liquidity_limit: bool,
     intraday_execution_start_time: Option<NaiveTime>,
+    runtime_intraday_start_time: Cell<Option<NaiveTime>>,
+    runtime_intraday_end_time: Cell<Option<NaiveTime>>,
     next_order_id: Cell<u64>,
     open_orders: RefCell<Vec<OpenOrder>>,
 }
@@ -129,6 +131,8 @@ impl<C, R> BrokerSimulator<C, R> {
             inactive_limit: true,
             liquidity_limit: true,
             intraday_execution_start_time: None,
+            runtime_intraday_start_time: Cell::new(None),
+            runtime_intraday_end_time: Cell::new(None),
             next_order_id: Cell::new(1),
             open_orders: RefCell::new(Vec::new()),
         }
@@ -151,6 +155,8 @@ impl<C, R> BrokerSimulator<C, R> {
             inactive_limit: true,
             liquidity_limit: true,
             intraday_execution_start_time: None,
+            runtime_intraday_start_time: Cell::new(None),
+            runtime_intraday_end_time: Cell::new(None),
             next_order_id: Cell::new(1),
             open_orders: RefCell::new(Vec::new()),
         }
@@ -521,6 +527,25 @@ where
         Ok(report)
     }
 
+    pub fn execute_between(
+        &self,
+        date: NaiveDate,
+        portfolio: &mut PortfolioState,
+        data: &DataSet,
+        decision: &StrategyDecision,
+        start_time: Option<NaiveTime>,
+        end_time: Option<NaiveTime>,
+    ) -> Result<BrokerExecutionReport, BacktestError> {
+        let previous_start_time = self.runtime_intraday_start_time.get();
+        let previous_end_time = self.runtime_intraday_end_time.get();
+        self.runtime_intraday_start_time.set(start_time);
+        self.runtime_intraday_end_time.set(end_time);
+        let result = self.execute(date, portfolio, data, decision);
+        self.runtime_intraday_start_time.set(previous_start_time);
+        self.runtime_intraday_end_time.set(previous_end_time);
+        result
+    }
+
     fn process_order_intent(
         &self,
         date: NaiveDate,
@@ -4128,12 +4153,16 @@ where
             return None;
         }
 
+        let runtime_start_time = self.runtime_intraday_start_time.get();
+        let runtime_end_time = self.runtime_intraday_end_time.get();
         let start_cursor = algo_request
             .and_then(|request| request.start_time)
+            .or(runtime_start_time)
             .or(self.intraday_execution_start_time)
             .map(|start_time| date.and_time(start_time));
         let end_cursor = algo_request
             .and_then(|request| request.end_time)
+            .or(runtime_end_time)
             .map(|end_time| date.and_time(end_time));
         let quotes = data.execution_quotes_on(date, symbol);